Hey Redsky,
Glad I could help.
I used to play on Normal, but when I got more proficient, I moved to Veteran (recommended difficulty, but it IS tough). I play "soft" Ironman - I backup my save game every few hours or so, so if I run into a bug/crush, I am not loosing the whole campaign, maybe just few missions.
Yeah, the damaged walls can be a bit treacherous, had that many times as well - perks of the job lol.
Each game I play I play on Ironman (if available), save scumming is really tempting, so I limit it via IM. It gives me much more satisfaction and I tend to play better - I know that a mistake can cost me a good soldier, so I always think twice before charging into the unknown ( if I knew that an alien is behind the door, I could just reload and blow the wall with a missile launcher, right?).
It really is just a matter of preference, I like it like that and I know that my Majors/Commanders are really my top guys if they survived for so long.
And again - SMOKE GRENADES!